+201.5%
PDD vs QID
-97.4%
+298.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.8% | +3.8% | -6.3% |
| 7D | -1.4% | -0.8% | -0.7% | -1.8% |
| 30D | -1.0% | +20.1% | -21.1% | +8.5% |
| 3M | -12.3% | +11.8% | -24.1% | -7.1% |
| 6M | -18.5% | +5.5% | -24.0% | -15.3% |
| YTD | -29.0% | -21.5% | -7.5% | -35.6% |
| 1Y | -40.7% | -22.6% | -18.1% | -46.3% |
| 3Y | -25.7% | -72.3% | +46.6% | -57.2% |
| 5Y | -3.3% | -76.9% | +73.6% | -34.4% |
| All | +201.5% | -97.4% | +298.9% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling